V-Lab
V-Lab

SKY Network Television Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:42.33% (-1.68%)

Analysis last updated: Wednesday, March 27, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SKY Network Television Ltd S0GARCH
paramt-stat
ω1.05842.97
α0.10523.87
β0.71018.48
γ1-0.6761-1.33
γ20.98891.48
γ3-0.4093-1.38
γ40.65122.01
γ5-1.1980-2.50
γ61.00851.85
γ7-0.2780-0.59
γ8-0.5547-1.36
γ90.72851.72
γ10-0.2810-0.92
Estimation Period:
Apr 11, 2000 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts